Funny enough, I find this purposefully exaggerated example not exaggerated enough. It seems to me there is much more reason for Walmart have a spy agency than for NYPD. After all, if NYPD has a reason to be involved with a foreign entity, there are federal agencies (most prominently NSA and CIA) that supposedly should handle these matters (though what they really do nobody knows). NYPD exists only to serve NY, and NY is a part of USA.
Walmart, on the other hand, isn't exactly a part of USA, and if it needs to spy on somebody, it would have to rely on their own internal capacity.